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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
37.32%
12.55%
-IndustryYearLast 10
3.1%
12.55%
5
+IndustryYearTop 25
30.43%
12.7%
-GlobalYearLast 5
-12.63%
12.7%
A
+IndustryYearTop 5
38.35%
15.33%
-GlobalMonthLast 25
1.63%
1.31%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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